When the DLP service user attempts to enumerate their OneDrive folder, a Warning message is observed in the DLP agent log.
EDPA service runs under the system user by default. This user doesn't currently have a OneDrive folder in the location %USERPROFILE% directory.
As this is a Warning message, and not related to active detections, this message can be ignored.
See also: Article ID: 198249 Best practices for DLP endpoint monitoring of Microsoft Office cloud storage locations